✦ LIBER ✦
Orthogonally Invariant Sequences as Gaussian Scale Mixtures: An Alternate Proof
✍ Scribed by R.A. Vitale
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 151 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
✦ Synopsis
Using a factorization of a standard Gaussian matrix, we show that a sequence of random variables, the finite sections of which are orthogonally invariant in distribution, must be a scale mixture of independent standard Gaussian variables. 1993 Academic Press. Inc